Bernd Scherer

EDHEC Business School - Department of Economics & Finance

Professor of Finance

France

  • EDHEC Business School - Department of Economics & Finance

SCHOLARLY PAPERS

19

DOWNLOADS

6,085

SSRN CITATIONS

2

CROSSREF CITATIONS

15

Scholarly Papers (19)

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1.

A New Look at Minimum Variance Investing

Number of pages: 23 Posted: 24 Sep 2010
Bernd Scherer
EDHEC Business School - Department of Economics & Finance
Downloads 3,358 (6,223)
Citation 21

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Minimum variance portfolio, SHARPE-ratio, Risk based

2.

A Note on the Valuation of Asset Management Firms

Number of pages: 22 Posted: 02 Sep 2015 Last Revised: 21 Dec 2018
Juha Joenväärä and Bernd Scherer
Aalto University School of Business and EDHEC Business School - Department of Economics & Finance
Downloads 577 (82,310)

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Asset manager, Valuation, Operating Margins

3.

Real-Time Transition Risk

Finance Research Letters, Forthcoming
Number of pages: 56 Posted: 27 Aug 2021 Last Revised: 02 Mar 2023
Matthias Apel, André Betzer and Bernd Scherer
University of Wuppertal - Schumpeter School of Business and Economics, University of Wuppertal - Schumpeter School of Business and Economics and EDHEC Business School - Department of Economics & Finance
Downloads 453 (110,654)
Citation 2

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Transition Risk, Climate Finance, News Sentiment, Natural Language Processing, Asset Pricing

4.

Predictability in International Financial Markets

Number of pages: 30 Posted: 15 Jan 2008
Stephan Kessler and Bernd Scherer
Universität St. Gallen - Swiss Institute of Banking and Finance and EDHEC Business School - Department of Economics & Finance
Downloads 366 (141,275)

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5.

Market Risks in Asset Management Companies

Number of pages: 26 Posted: 21 Oct 2010
Bernd Scherer
EDHEC Business School - Department of Economics & Finance
Downloads 348 (149,285)

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Asset management, market risk, random coefficient

6.

What Drives Robo-Advice?

Number of pages: 21 Posted: 19 Apr 2021
Bernd Scherer and Sebastian Lehner
EDHEC Business School - Department of Economics & Finance and University of Wuppertal - Schumpeter School of Business and Economics
Downloads 221 (236,862)

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Robo-Advisory, Household Finance, Behavioral Finance, Portfolio Theory

7.

What Investors Need to Know About ESG

Number of pages: 11 Posted: 21 Oct 2022
Bernd Scherer
EDHEC Business School - Department of Economics & Finance
Downloads 200 (259,646)

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ESG, Modigliani Miller, Asset Pricing, Long Term investments

8.

Frictional Diversification Costs: Evidence from a Panel of Fund of Hedge Fund Holdings

Number of pages: 51 Posted: 19 Dec 2013 Last Revised: 16 Mar 2018
Juha Joenväärä and Bernd Scherer
Aalto University School of Business and EDHEC Business School - Department of Economics & Finance
Downloads 181 (283,760)
Citation 1

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diversification, hedge funds, fund-of-funds, frictional costs, operational risk

9.

Optimal Design of Investment Committees

Number of pages: 18 Posted: 01 May 2023
Bernd Scherer
EDHEC Business School - Department of Economics & Finance
Downloads 161 (313,818)

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Team decisions, behavioural Finance, disposition effect, group shift bias

10.

Portfolio Factory

Number of pages: 11 Posted: 01 May 2023
Bernd Scherer
EDHEC Business School - Department of Economics & Finance
Downloads 114 (410,501)

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Implied returns, Kuhn-Tucker, tracking error, portfolio optimization

11.

Investor Experience and Portfolio Choice

Number of pages: 17 Posted: 19 Apr 2021 Last Revised: 21 Apr 2021
Bernd Scherer and Sebastian Lehner
EDHEC Business School - Department of Economics & Finance and University of Wuppertal - Schumpeter School of Business and Economics
Downloads 106 (432,590)

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Investor experience, financial market regulation, MiFID II, regulatory costs, robo-advisory

12.

Robo-advice and portfolio choice

Posted: 18 Oct 2021
Bernd Scherer and Sebastian Lehner
EDHEC Business School - Department of Economics & Finance and University of Wuppertal - Schumpeter School of Business and Economics

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Robo-advice, trust, portfolio choice

13.

Value by Design?

The Journal of Portfolio Management Quantitative Special Issue, 46 (2) 25-43, 2020, DOI: https://doi.org/10.3905/jpm.2019.1.122
Posted: 03 Jun 2020
Stephan Kessler, Bernd Scherer and Jan Philipp Harries
Universität St. Gallen - Swiss Institute of Banking and Finance, EDHEC Business School - Department of Economics & Finance and University of Wuppertal - Schumpeter School of Business and Economics

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Style Investing, Statistical Methods, Asset Pricing, Value Factor, Data Snooping, Risk Premia

14.

Tail Risk in the Cross Section of Alternative Risk Premium Strategies

Journal of Portfolio Management, Vol. 45, No. 2, 2018, https://jpm.pm-research.com/content/45/2/93
Posted: 16 Aug 2018 Last Revised: 10 Oct 2022
Nick Baltas, Nick Baltas and Bernd Scherer
Imperial College Business SchoolGoldman Sachs International and EDHEC Business School - Department of Economics & Finance

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Alternative Risk Premia, Tail Risk, Downside CAPM

15.

A Note on Portfolio Choice for Sovereign Wealth Funds

Financial Markets and Portfolio Management, Vol. 23, No. 3, pp. 315-327, 2009
Posted: 19 Jun 2010
Bernd Scherer
EDHEC Business School - Department of Economics & Finance

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Sovereign wealth fund, Vector autoregression, Oil price shock, Three-fund separation, Portfolio choice

16.

Total Wealth Management for Oil Revenue Funds

Posted: 06 Aug 2008
Andreas Gintschel and Bernd Scherer
JPMorgan and EDHEC Business School - Department of Economics & Finance

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17.

Performance-Based Fees and Risk Shifting With the Knockout Barrier

Journal of Investment Management, Vol. 5, No. 3, Third Quarter 2007
Posted: 22 Oct 2007
Xiaodong Xu and Bernd Scherer
Northwestern University - Department of Industrial Engineering and Management Sciences and EDHEC Business School - Department of Economics & Finance

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Performance fees, risk shifting, options, knockout barrier, stochastic programming

18.

Resampled Efficency and Portfolio Choice

Financial Markets and Portfolio Management, Vol. 18, No. 4, pp. 382-398, 2004
Posted: 12 Sep 2005
Bernd Scherer
EDHEC Business School - Department of Economics & Finance

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19.

Portfolio Resampling: Review and Critique

Posted: 30 Apr 2003
Bernd Scherer
EDHEC Business School - Department of Economics & Finance

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Portfolio Management: asset allocation, Portfolio Management: portfolio construction, rebalancing, and implementation